Application of extended Prelle–Singer procedure to the generalized modified Emden type equation

In this paper we investigate the integrability and linearization of a generalized modified Emden type equation. We derive integrating factors and integrals of motion for this equation through the extended Prelle–Singer (PS) procedure and obtain the general solution. We deduce linearizing transformations by using a new procedure. We also report general solutions for two special cases, which cannot be obtained from the general case.     

Analytic extension and reconstruction of obstacles from few measurements for elliptic second order operators

We deal with an inverse obstacle problem for general second order scalar elliptic operators with real principal part and analytic coefficients near the obstacle. We assume that the boundary of the obstacle is a non-analytic hypersurface. We show that, when we put Dirichlet boundary conditions, one measurement is enough to reconstruct the obstacle. In the Neumann case, we have results only for n = 2, 3 in general. More precisely, we show that one measurement is enough for n = 2 and we need 3 linearly independent inputs for n = 3. However, in the case for the Helmholtz equation, we only need n ? 1 linearly independent inputs, for any n ≥ 2. Here n is the dimension of the space containing the obstacle. These are justified by investigating the analyticity properties of the zero set of a real analytic function. In addition, we give a reconstruction procedure for each case to recover the shape of obstacle. Although we state the results for the scattering problems, similar results are true for the associated boundary value problems.     

Geometric Description of Lifting Monomial Ideals

Abstract

By focusing our attention on the set of monomials outside a given monomial ideal, we tackle the study of the geometric configurations of (reduced) unions of projective linear varieties arising from lifting monomial ideals via a classic lifting procedure, called t-lifting, and a more general lifting procedure, called pseudo-t-lifting. We observe that, in contrast to the Artinian case, in the positive dimensional case we may not obtain generalized stick figures also via a generic pseudo-t-lifting. In particular, in dimension 1 a generic pseudo-1-lifting produces a seminormal union of lines. Then we give conditions to obtain generalized stick figures by means of pseudo-t-liftings of non-Artinian monomial ideals.

     

Analytic invariant manifolds for sequences of diffeomorphisms

We obtain real analytic invariant manifolds for trajectories of maps assuming only the existence of a nonuniform exponential behavior. We also consider the more general case of sequences of maps, which corresponds to a nonautonomous dynamics with discrete time. We emphasize that the maps that we consider are defined in a real Euclidean space, and thus, one is not able to obtain the invariant manifolds from a corresponding procedure to that in the nonuniform hyperbolicity theory in the context of holomorphic dynamics. We establish the existence both of stable (and unstable) manifolds and of center manifolds. As a byproduct of our approach we obtain an exponential control not only for the trajectories on the invariant manifolds, but also for all their derivatives.     

Filtrage linéaire par morceaux avec petit bruit d'observation

We consider a piecewise linear filtering problem with small observation noise. In two different situations we construct an approximate finite-dimensional filter based on several Kalman-Bucy filters running in parallel and a procedure of tests. In the first case our work generalizes some results of Fleminget al. to more general piecewise linear dynamics.

     

Balanced generalized handcuffed designs

The definition of balanced generalized handcuffed designs (BHD) is of course more specific than that of the generalized handcuffed designs that we introduced in 1987.

In the first part of this paper, we present a particular property of a BHD, which is not necessarily that of a generalized handcuffed design.

Then, we provide the reader with a general procedure that enables one to obtain such designs, and is called a ‘difference method’. We also show how this difference method can be made more useful in the case where the set V on which a BHD is constructed is the residue classes of integers mod V.

The third part of this paper deals with the problem of the existence of a BHD; and a solution is given for a particular case. We assume that the method applied for solving this problem will allow for the constructing of many more theorems analogous to Theorem 3.     

Designing WDM Optical Networks Using Branch-and-Price

In this paper, we present an exact solution procedure for the design of two-layer wavelength division multiplexing (WDM) optical networks with wavelength changers and bifurcated flows. This design problem closely resembles the traditional multicommodity flow problem, except that in the case of WDM optical networks, we are concerned with the routing of multiple commodities in two network layers. Consequently, the corresponding optimization models have to deal with two types of multicommodity variables defined for each of the network layers. The proposed procedure represents one of the first branch-and-price algorithms for a general WDM optical network setting with no assumptions on the number of logical links that can be established between nodes in the network. We apply our procedure in a computational study with four different network configurations. Our results show that for the three tested network configurations our branch-and-price algorithm provides solutions that are on average less than 5 % from optimality. We also provide a comparison of our branch-and-price algorithm with two simple variants of the upper bounding heuristic procedure HLDA that is commonly used for WDM optical network design.     

时滞微分方程广义Hopf 分岔

本文运用Lyapunov-Schmidt 约化方法研究了一般时滞微分方程的分岔情况, 具体分析了当参数达到一个临界值时, 系统的无穷小生成元具有一对k 重非半单纯虚特征值的情形, 得到了判定分岔周期解存在性和分岔方向的判据, 而且该判据明显依赖于系统参数, 并通过对van der Pol 方程的详细分析进一步验证了我们的结果.     

Clustering by hypergraphs and dimensionality of cluster systems

In the present paper we discuss a new clustering procedure in the case where instead of a single metric we have a family of metrics. In this case we can obtain a partially ordered graph of clusters which is not necessarily a tree. We discuss a structure of a hypergraph above this graph. We propose two definitions of dimension for hyperedges of this hypergraph and show that for the multidimensional p-adic case both dimensions are reduced to the number of p-adic parameters.We discuss the application of the hypergraph clustering procedure to the construction of phylogenetic graphs in biology. In this case the dimension of a hyperedge will describe the number of sources of genetic diversity.     

Parameter Estimation for Observed Diffusions in Manifolds

Following the procedure described by Elworthy (1982) and Ikeda& Watanabe (1981) we construct the solution of stochasticdifferential equations (SDEs) in manifolds. We take such SDEsto describe parametrized completely observed stochastic systemsand manifold-valued state processes. The likelihood functionfor the system parameter is computed by two methods: the firstapplies to the case of parallelizable manifolds; the secondapplies to the general case, here the solution of the systemSDE is constructed in the orthonormal frame bundle of the manifold.Two examples are given.     

Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market

We study an integro-differential parabolic problem arising in Financial Mathematics. Under suitable conditions, we prove the existence of solutions for a multi-asset case in a general domain using the method of upper and lower solutions and a diagonal argument. We also model the jump in the related integro differential equation and give a solution procedure for that model assuming that the brownian motions are not correlated. For a bounded domain, this model for the jump gives an elegant expression of the solution in terms of hyper-spherical harmonics.     

A Solution Theory for Quasilinear Singular SPDEs

We give a construction allowing us to build local renormalized solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalizing the recent results of [1, 5, 11]. Loosely speaking, our construction covers quasilinear variants of all classes of equations for which the general construction of [3, 4, 7] applies, including in particular one-dimensional systems with KPZ-type nonlinearities driven by space-time white noise. In a less singular and more specific case, we furthermore show that the counterterms introduced by the renormalization procedure are given by local functionals of the solution. The main feature of our construction is that it allows exploitation of a number of existing results developed for the semilinear case, so that the number of additional arguments it requires is relatively small. © 2018 the Authors. Communications on Pure and Applied Mathematics is published by the Courant Institute of Mathematical Sciences and Wiley Periodicals, Inc.     

Morse indices of critical manifolds generated by min-max methods with compact lie group actions and applications

We derive some upper and lower bounds for Morse indices of critical manifolds generated by min-max principles for functionals invariant under a general compact Lie group or a finite group action. The results generalize the similar results in the nonequivariant (no group action) case. In doing so, we also generalize the extension theorem of Dugundji type in the nonequivariant case to the equivariant (group action) case. As an application, we obtain a precise growth estimate for the whole sequence of critical values given by the min-max procedure for some superquadratic second-order differential equations. It is well-known that this growth estimate is crucial in showing the existence of multiple solutions of some superquadratic perturbed Hamiltonian systems and equations.     

Splitting methods with complex times for parabolic equations

Using composition procedures, we build up high order splitting methods to solve evolution equations posed in finite or infinite dimensional spaces. Since high-order splitting methods with real time are known to involve large and/or negative time steps, which destabilizes the overall procedure, the key point of our analysis is, we develop splitting methods that use complex time steps having positive real part: going to the complex plane allows to considerably increase the accuracy, while keeping small time steps; on the other hand, restricting our attention to time steps with positive real part makes our methods more stable, and in particular well adapted in the case when the considered evolution equation involves unbounded operators in infinite dimensional spaces, like parabolic (diffusion) equations. We provide a thorough analysis in the case of linear equations posed in general Banach spaces. We also numerically investigate the nonlinear situation. We illustrate our results in the case of (linear and nonlinear) parabolic equations.     

Maximum entropy principle closure for 14-moment system for a non-polytropic gas

In this paper, we consider a rarefied polyatomic gas with a non-polytropic equation of state. We use the variational procedure of maximum entropy principle (MEP) to obtain the closure of the binary hierarchy of 14 moments associated with the Boltzmann equation in which the distribution function depends also on the energy of internal modes. The closed partial differential system is symmetric hyperbolic and the Cauchy problem is well-posed. In the limiting case of polytropic gas in which the internal energy is a linear function of the temperature, we find, as a special case, the previous results of Pavić et al. (Physica A 392:1302–1317, 2013). This paper, therefore, completes the equivalence between the closure obtained in the phenomenological rational extended thermodynamics theory and the one obtained by the MEP for general non-polytropic gas.

     

Stochastic cyclic scheduling problem in synchronous assembly and production lines

In this paper we address the stochastic cyclic scheduling problem in synchronous assembly and production lines. Synchronous lines are widely used in the production and assembly of various goods such as automobiles or household appliances. We consider cycle time minimisation (or throughput rate maximisation) as the objective of the scheduling problem with the assumption that the processing times are independent random variables. We first discuss the two-station case and present a lower bounding scheme and an approximate solution procedure for the scheduling problem. For the general case of the problem, two heuristic solution procedures are presented. An extension of the two-station lower bound to the general case of the problem is also discussed. The performance of the proposed heuristics on randomly generated problems is documented, and the impact of scheduling decisions on problems with different levels of variability in processing times are analysed. We also analyse the problem of sequence determination when the available information is limited to the expected values of individual processing times.     

Lifting valid inequalities for the precedence constrained knapsack problem

This paper considers the precedence constrained knapsack problem. More specifically, we are interested in classes of valid inequalities which are facet-defining for the precedence constrained knapsack polytope. We study the complexity of obtaining these facets using the standard sequential lifting procedure. Applying this procedure requires solving a combinatorial problem. For valid inequalities arising from minimal induced covers, we identify a class of lifting coefficients for which this problem can be solved in polynomial time, by using a supermodular function, and for which the values of the lifting coefficients have a combinatorial interpretation. For the remaining lifting coefficients it is shown that this optimization problem is strongly NP-hard. The same lifting procedure can be applied to (1,k)-configurations, although in this case, the same combinatorial interpretation no longer applies. We also consider K-covers, to which the same procedure need not apply in general. We show that facets of the polytope can still be generated using a similar lifting technique. For tree knapsack problems, we observe that all lifting coefficients can be obtained in polynomial time. Computational experiments indicate that these facets significantly strengthen the LP-relaxation. Received July 10, 1997 / Revised version received January 9, 1999? Published online May 12, 1999